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QIM

Quantitative Investment Management Portfolio holdings

AUM $917M
1-Year Est. Return 3.96%
This Fund
S&P 500
This Quarter Est. Return
-23.16%
1 Year Est. Return
-3.96%
3 Year Est. Return
+24.59%
5 Year Est. Return
+12.41%
10 Year Est. Return
+164.05%
AUM
$1.94B
AUM Growth
-$909M
Cap. Flow
-$380M
Cap. Flow %
-19.62%
Top 10 Hldgs %
31.92%
Holding
902
New
291
Increased
154
Reduced
91
Closed
366

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$72.2M
2
AAPL icon
Apple
AAPL
+$58.1M
3
AMD icon
Advanced Micro Devices
AMD
+$40.6M
4
GLD icon
SPDR Gold Trust
GLD
+$36.7M
5
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$31.8M

Top Sells

Rank Stock Value
1
EFA icon
iShares MSCI EAFE ETF
EFA
+$166M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$94.4M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$90.1M
4
EWJ icon
iShares MSCI Japan ETF
EWJ
+$71.8M
5
IWM icon
iShares Russell 2000 ETF
IWM
+$58M

Sector Composition

Rank Sector Weight
1 Miscellaneous 30.53%
2 Technology 18.43%
3 Consumer Discretionary 10.94%
4 Energy 9.34%
5 Industrials 6.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPR
801
DELISTED
Spirit AeroSystems
SPR
– –
-11,700
Closed -$1.07M
ST icon
802
Sensata Technologies
ST
$6.06B
– –
-4,600
Closed -$227K
SSYS icon
803
Stratasys
SSYS
$659M
– –
-9,800
Closed -$226K
STLD icon
804
Steel Dynamics
STLD
$34.3B
– –
-41,300
Closed -$1.87M
STWD icon
805
Starwood Property Trust
STWD
$5.63B
– –
-43,100
Closed -$927K
SVC
806
Service Properties Trust
SVC
$861M
– –
-1,680
Closed -$242K
SWBI icon
807
Smith & Wesson
SWBI
$587M
– –
-23,808
Closed -$284K
SWKS icon
808
Skyworks Solutions
SWKS
$13.5B
– –
-6,700
Closed -$607K
SYK icon
809
Stryker
SYK
$108B
– –
-17,100
Closed -$3.04M
SYNA icon
810
Synaptics
SYNA
$3.81B
– –
-5,800
Closed -$264K
TAP icon
811
Molson Coors Class B
TAP
$7.32B
– –
-26,500
Closed -$1.63M
TD icon
812
Toronto Dominion Bank
TD
$199B
– –
-35,200
Closed -$2.14M
THC icon
813
Tenet Healthcare
THC
$21B
– –
-18,600
Closed -$529K
TMUS icon
814
T-Mobile US
TMUS
$194B
– –
-78,400
Closed -$5.5M
TREE icon
815
LendingTree
TREE
$376M
– –
-5,400
Closed -$1.24M
TRGP icon
816
Targa Resources
TRGP
$61.3B
– –
-13,800
Closed -$777K
TRMB icon
817
Trimble
TRMB
$13.7B
– –
-7,100
Closed -$308K
TRV icon
818
Travelers Companies
TRV
$78.8B
– –
-10,300
Closed -$1.34M
TSCO icon
819
Tractor Supply
TSCO
$17.2B
– –
-21,500
Closed -$390K
TSM icon
820
TSMC
TSM
$2.15T
– –
-21,900
Closed -$967K
TSN icon
821
Tyson Foods
TSN
$18.5B
– –
-31,700
Closed -$1.89M
TWO
822
DELISTED
Two Harbors Investment
TWO
– –
-13,500
Closed -$806K
UAA icon
823
Under Armour
UAA
$2.13B
– –
-29,200
Closed -$619K
UAL icon
824
United Airlines
UAL
$34.7B
– –
-66,100
Closed -$5.89M
UBSI icon
825
United Bankshares
UBSI
$6.52B
– –
-16,600
Closed -$603K
31 32
33
34 35

Similar funds

HIC
Harvey Investment Company Louisville, Kentucky $918M AUM 14.93% 1-Year Est. Return
AGAM
Avalon Global Asset Management San Francisco, California $917M AUM 87.67% 1-Year Est. Return
RFA
RTD Financial Advisors Philadelphia, Pennsylvania $917M AUM 19.69% 1-Year Est. Return
SPG
Strategic Planning Group Bountiful, Utah $918M AUM 37.38% 1-Year Est. Return
TCM
Twin Capital Management Mcmurray, Pennsylvania $916M AUM 43.28% 1-Year Est. Return
DLP
De Lisle Partners Poole, United Kingdom $916M AUM 54.05% 1-Year Est. Return
SIC
SJS Investment Consulting Sylvania, Ohio $919M AUM 23.4% 1-Year Est. Return
GC
Greenvale Capital London, United Kingdom $916M AUM 32.73% 1-Year Est. Return

Quantitative Investment Management's Q4 2018 Portfolio in Review

As of Q4 2018, Quantitative Investment Management held 902 positions worth $1.94B, down 32% from $2.85B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Quantitative Investment Management withdrew a net $380M in Q4 2018, closing 366 positions and reducing 91 holdings. Its most notable exit was State Street Utilities Select Sector SPDR ETF, an estimated $94.4M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 31% of assets, down from 54% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Quantitative Investment Management opened a new position in Advanced Micro Devices worth $34.7M.

  • Quantitative Investment Management's largest Q4 2018 buy was Advanced Micro Devices: 1,879,800 shares worth $34.7M.
  • Quantitative Investment Management added most to NVIDIA in Q4 2018, an estimated $72.2M increase.
  • Quantitative Investment Management's biggest Q4 2018 reduction was iShares MSCI EAFE ETF, cutting an estimated $166M.
  • Quantitative Investment Management fully exited State Street Utilities Select Sector SPDR ETF in Q4 2018, selling an estimated $94.4M.
  • Quantitative Investment Management's ten largest holdings make up 32% of its $1.94B portfolio in Q4 2018.
  • Quantitative Investment Management opened 291 new positions and closed 366 in Q4 2018.
  • Quantitative Investment Management's portfolio value fell 32% quarter-over-quarter to $1.94B.

Based on Quantitative Investment Management's 13F filing for Q4 2018, filed 12 Feb 2019.